Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-06 0.264487 0.286989 0.311194 0.339281 0.371122 0.406267 0.448231
2025-04-13 0.227524 0.255114 0.286240 0.324274 0.369933 0.423549 0.492135
2025-04-20 0.208105 0.239529 0.276376 0.323377 0.382639 0.456152 0.556348
2025-04-27 0.192745 0.226686 0.267784 0.322166 0.393741 0.487023 0.621912
2025-05-04 0.180086 0.215721 0.260078 0.320688 0.403588 0.516653 0.689611
2025-05-11 0.170508 0.207647 0.255048 0.321766 0.416392 0.551239 0.769416
2025-05-18 0.158413 0.195329 0.243350 0.312501 0.413406 0.562343 0.814714
2025-05-25 0.147271 0.183479 0.231332 0.301586 0.406635 0.566529 0.848924
2025-06-01 0.141220 0.178009 0.227517 0.301836 0.416173 0.596685 0.932007
2025-06-08 0.138382 0.176660 0.229203 0.310046 0.438480 0.649955 1.067051
2025-06-15 0.134016 0.172881 0.227107 0.312280 0.451336 0.688822 1.183050
2025-06-22 0.129162 0.168113 0.223228 0.311362 0.458758 0.718877 1.287722
2025-06-29 0.124166 0.163016 0.218747 0.309453 0.464837 0.748342 1.401270
2025-07-06 0.117430 0.155068 0.209559 0.299314 0.455617 0.747477 1.444874
2025-07-13 0.114097 0.151937 0.207459 0.300531 0.466609 0.787725 1.599991
2025-07-20 0.110779 0.148655 0.204915 0.300769 0.475769 0.825592 1.761512
2025-07-27 0.107540 0.145329 0.202100 0.300303 0.483493 0.861577 1.930757
2025-08-03 0.104978 0.142903 0.200552 0.301864 0.495211 0.908214 2.150329
2025-08-10 0.100505 0.137367 0.193768 0.293767 0.487083 0.908243 2.221647
2025-08-17 0.095948 0.131544 0.186282 0.283995 0.474788 0.896905 2.251827
2025-08-24 0.093757 0.129309 0.184512 0.284375 0.483226 0.936863 2.481034
2025-08-31 0.093139 0.129490 0.186677 0.292018 0.507515 1.020748 2.924196
2025-09-07 0.091482 0.127956 0.185907 0.294137 0.520209 1.077209 3.293848